historical simulation meaning in English
历史模拟
利用历史数据，随机抽痊预测未来；缺点
Examples
- The result shows that this method is easy to be finished by smaller error and higher ability on historical simulation and independent prediction , which provide a new method for forecasting the incidence of a disease . based these two types of model , we set up a medical service system which is easily operated and applicable with nice interface
在建立了宁夏地区某些疾病发病率气象预报模型的基础上，用功能强大的visualbasic6 . 0和matlab6 . 0两种语言混合编程，开发了界面美观、操作简单、适用性强的医疗气象预报服务系统。 - During the course of establishing this kind of system , we have adopted some advanced instruments and analyzing ways , and used var ( value at risk ) as the base of making models . we also have used regression and historical simulation to evaluate the risks existing during the course of commercial banks " operation , upgraded these ways to make them cooperate with china ' s economic practice , pointed out some indexes and concepts which have practical significance , expanded the academic fields , and connected the normal ways and practical ways together . in this thesis , we have paid more attention to the practical research
在进行风险评估体系的构建过程中，本文充分借鉴了国外先进的研究工具和分析方法，以var ( valueatrisk )方法作为相关模型构建的数理基础，采用了回归分析、历史模拟等系列研究工具，对我国商业银行经营过程中的风险情况进行了跟踪模拟与综合测评，并结合我国具体现实对所用方法进行了升级与改造，提出了一些具有较强使用价值的指标概念，并在此基础上进行了进一步的理论延伸，做到了规范研究与实证研究相结合，着重突出了现实意义。 - So it can avoid risk of model and computer rightly the var of extreme event . this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt , then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系统地阐述了极值理论和极值分布特征，以上证指数为例，将极值理论应用于风险价值的计算，并将应用结果与传统var方法计算的结果进行了比较分析，最后得出结论：传统的var计算模型是静态的模型，应用极值理论计算var的模型是动态的、相对保守的模型；与历史模拟法相比较，极值理论具有超越样本的预测能力。